ALVG.DE Warrant 06/24/ CH1213915346 /
05/06/2024 18:55:18 | Chg.-0.010 | Bid18:55:18 | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
8.670EUR | -0.12% | 8.670 Bid Size: 1,250 |
- Ask Size: - |
ALLIANZ SE NA O.N. | 176.00 - | 17/06/2024 | Call |
Master data
WKN: | UK8M2V |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | ALLIANZ SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 176.00 - |
Maturity: | 17/06/2024 |
Issue date: | 18/10/2022 |
Last trading day: | 14/06/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.02 |
Leverage: | Yes |
Calculated values
Fair value: | 8.62 |
---|---|
Intrinsic value: | 8.60 |
Implied volatility: | 1.19 |
Historic volatility: | 0.15 |
Parity: | 8.60 |
Time value: | 0.08 |
Break-even: | 262.80 |
Moneyness: | 1.49 |
Premium: | 0.00 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.97 |
Theta: | -0.16 |
Omega: | 2.94 |
Rho: | 0.06 |
Quote data
Open: | 8.770 |
---|---|
High: | 8.810 |
Low: | 8.520 |
Previous Close: | 8.680 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.37% | ||
---|---|---|---|
1 Month | -2.47% | ||
3 Months | +9.75% | ||
YTD | +25.47% | ||
1 Year | +93.10% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 9.370 | 8.680 |
---|---|---|
1M High / 1M Low: | 9.770 | 8.680 |
6M High / 6M Low: | 10.240 | 6.570 |
High (YTD): | 27/03/2024 | 10.240 |
Low (YTD): | 11/01/2024 | 6.770 |
52W High: | 27/03/2024 | 10.240 |
52W Low: | 07/07/2023 | 3.850 |
Avg. price 1W: | 9.018 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 9.071 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 8.134 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 6.571 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 52.73% | |
Volatility 6M: | 46.04% | |
Volatility 1Y: | 50.81% | |
Volatility 3Y: | - |